Lipt︠s︡er, R. Sh.

Statistics of random processes / Robert S. Liptser and Albert N. Shiryaev. - 2nd ed. - Berlin ; New York : Springer, 2001. - xv, 427 p. : ill. ; 24 cm. - Applications of mathematics, .

Includes bibliographical references and indexes.

3540639292 3540639284

00041918


Stochastic processes.
Mathematical statistics.

519.23 / LIS